Kevin_in_GA
4,599 posts
msg #132089
- Ignore Kevin_in_GA |
10/24/2016 9:00:10 PM
SIGNALS FOR TUESDAY 10/25/16
1 NEW BUY-TO-COVER SIGNAL FOR TOMORROW, CLOSING ALL CURRENT OPEN TRADES.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT ^VIX | 10/14/2016 | 16.49 | BUY-TO-CLOSE AT THE OPEN TOMORROW | 13.02 | +21.04% |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.21 | +14.83% |
|
Kevin_in_GA
4,599 posts
msg #132111
- Ignore Kevin_in_GA |
10/25/2016 8:31:22 PM
SIGNALS FOR WEDNESDAY 10/26/16
1 NEW LONG SIGNAL FOR TOMORROW.
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.34 | +14.10% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/25/2016 | 12.93 | +21.49% |
|
mikea59
7 posts
msg #132112
- Ignore mikea59 |
10/26/2016 7:32:24 AM
Question about signal #1 - it uses OBV which will not work for VIX - right? What is signal #1 using as its symbol?
|
Kevin_in_GA
4,599 posts
msg #132113
- Ignore Kevin_in_GA |
10/26/2016 8:11:18 AM
Not sure - that code is directly from a SS Autosearch run against the index. My guess is that it is simply ignored.
|
spauken
47 posts
msg #132139
- Ignore spauken |
10/26/2016 2:32:41 PM
Kevin: regarding shorting the 3x etf's, do you have any issues being able to borrow the shares from your broker? Which broker are you using?
|
Kevin_in_GA
4,599 posts
msg #132140
- Ignore Kevin_in_GA |
10/26/2016 2:53:00 PM
Interactive Brokers - I have not had any issues (yet).
|
mahkoh
1,065 posts
msg #132144
- Ignore mahkoh
modified |
10/26/2016 3:16:50 PM
Question about signal #1 - it uses OBV which will not work for VIX - right? What is signal #1 using as its symbol?
************
SS does not carry volume for ^VIX (when using Yahoo as data source), so that part of the filter will always be true and the exit OBV code will never be true. I assume deleting that part of the code will return the exact same results.
|
Kevin_in_GA
4,599 posts
msg #132150
- Ignore Kevin_in_GA |
10/26/2016 7:30:15 PM
SIGNALS FOR THURSDAY 10/27/16
1 NEW SHORT SIGNAL FOR TOMORROW.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 10/26/2016 | 13.66 | - - - - - | 14.24 | +4.25% |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.34 | +14.10% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/25/2016 | 12.93 | +21.49% |
|
Kevin_in_GA
4,599 posts
msg #132178
- Ignore Kevin_in_GA |
10/27/2016 7:57:44 PM
SIGNALS FOR FRIDAY 10/27/16
2 NEW SHORT SIGNALS FOR TOMORROW.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 10/26/2016 | 13.66 | - - - - - | 15.36 | +12.45% | | SHORT^VIX | 10/27/2016 | 14.37 | - - - - - | 15.36 | -6.89% |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.34 | +14.10% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/25/2016 | 12.93 | +21.49% |
|
ericeira
23 posts
msg #132180
- Ignore ericeira |
10/27/2016 10:54:05 PM
Hi Kevin thanks for the daily updates .... my filters triggered one new short signal and one closing long position if we are using identical filters i'm not sure why there is a discrepancy other than the filters being run at different times just run mine 10:30PM eastern time . Thank you
Side Action PF BuyDate BuyPrice ClosePrice GainLoss SystemName
Short Short-Sell 10 15.36 VIX SHORT SIGNAL #6
Long Sell 10 10/20/2016 14.43 15.36 6.44% VIX LONG SIGNAL #1
Long Hold 10/26/2016 13.66 15.36 12.45% VIX LONG Signal #2
Short Hold 10/27/2016 14.37 15.36 -6.89% VIX SHORT SIGNAL #9
|